+421.5%
CARR vs VMC
+246.5%
+175.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.0% |
| 7D | -3.8% | -3.8% | 0.0% | -1.8% |
| 30D | -8.9% | -9.7% | +0.8% | -3.8% |
| 3M | -17.3% | -9.6% | -7.7% | -13.1% |
| 6M | -1.4% | -4.8% | +3.4% | +0.9% |
| YTD | +10.0% | -10.9% | +20.9% | +15.8% |
| 1Y | -6.4% | -15.6% | +9.2% | +1.5% |
| 3Y | +1.5% | +19.3% | -17.8% | -9.5% |
| 5Y | +9.3% | +48.0% | -38.7% | -13.5% |
| All | +421.5% | +246.5% | +175.0% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling